ECL vs. MGC
ECL (Ecolab Inc.) is a stock, while MGC (Vanguard Mega Cap ETF) is Large Cap Blend Equities fund tracking the CRSP US Mega Cap Index. Over the past 10 years, ECL returned 8.96%/yr vs 16.35%/yr for MGC. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
ECL vs. MGC - Performance Comparison
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Returns By Period
In the year-to-date period, ECL achieves a -2.86% return, which is significantly lower than MGC's 11.21% return. Over the past 10 years, ECL has underperformed MGC with an annualized return of 8.96%, while MGC has yielded a comparatively higher 16.35% annualized return.
ECL
- 1D
- -0.52%
- 1M
- -1.29%
- YTD
- -2.86%
- 6M
- -3.29%
- 1Y
- -3.77%
- 3Y*
- 14.82%
- 5Y*
- 4.52%
- 10Y*
- 8.96%
MGC
- 1D
- 0.36%
- 1M
- 5.13%
- YTD
- 11.21%
- 6M
- 11.14%
- 1Y
- 30.02%
- 3Y*
- 24.10%
- 5Y*
- 14.78%
- 10Y*
- 16.35%
ECL vs. MGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ECL Ecolab Inc. | -2.86% | 13.19% | 19.29% | 37.94% | -37.10% | 9.38% | 13.17% | 32.26% | 11.07% | 15.80% |
MGC Vanguard Mega Cap ETF | 11.21% | 19.31% | 27.16% | 29.77% | -19.95% | 27.58% | 21.57% | 31.14% | -3.45% | 22.61% |
Correlation
The correlation between ECL and MGC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.65 |
Over the past year, the correlation between ECL and MGC has dropped to 0.34 - well below their long-term average of 0.65, suggesting their price drivers have been diverging.
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Return for Risk
ECL vs. MGC — Risk / Return Rank
ECL
MGC
ECL vs. MGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ecolab Inc. (ECL) and Vanguard Mega Cap ETF (MGC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| ECL | MGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.64 | ||
| Sortino ratioReturn per unit of downside risk | -3.45 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.44 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 3.06 | -3.25 |
| Martin ratioReturn relative to average drawdown | -0.45 | 13.77 | -14.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ECL | MGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.45 | -2.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.86 | -0.67 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.90 | -0.54 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.60 | -0.05 |
Drawdowns
ECL vs. MGC - Drawdown Comparison
The maximum ECL drawdown since its inception was -47.19%, smaller than the maximum MGC drawdown of -51.93%. Use the drawdown chart below to compare losses from any high point for ECL and MGC.
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Drawdown Indicators
| ECL | MGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.19% | -51.93% | +4.74% |
Max Drawdown (1Y)Largest decline over 1 year | -20.09% | -9.85% | -10.24% |
Max Drawdown (3Y)Largest decline over 3 years | -20.09% | -19.28% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -43.70% | -25.74% | -17.96% |
Max Drawdown (10Y)Largest decline over 10 years | -43.70% | -33.07% | -10.63% |
Current DrawdownCurrent decline from peak | -17.30% | -0.43% | -16.87% |
Average DrawdownAverage peak-to-trough decline | -7.98% | -7.06% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.45% | 2.19% | +6.26% |
Volatility
ECL vs. MGC - Volatility Comparison
Ecolab Inc. (ECL) has a higher volatility of 6.90% compared to Vanguard Mega Cap ETF (MGC) at 2.99%. This indicates that ECL's price experiences larger fluctuations and is considered to be riskier than MGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ECL | MGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.90% | 2.99% | +3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 9.27% | +6.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.46% | 12.31% | +8.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.81% | 17.26% | +6.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.98% | 18.21% | +6.77% |
Dividends
ECL vs. MGC - Dividend Comparison
ECL's dividend yield for the trailing twelve months is around 1.09%, more than MGC's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ECL Ecolab Inc. | 1.09% | 1.02% | 1.01% | 1.09% | 1.42% | 0.83% | 0.87% | 0.96% | 1.15% | 1.13% | 1.21% | 1.17% |
MGC Vanguard Mega Cap ETF | 0.87% | 0.93% | 1.15% | 1.35% | 1.65% | 1.17% | 1.45% | 1.81% | 2.10% | 1.83% | 2.14% | 2.11% |
Frequently Asked Questions
ECL and MGC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ECL has higher volatility (6.90%) compared to MGC (2.99%). In terms of maximum drawdown, ECL dropped -47.19% vs MGC's -51.93%.
MGC currently has the higher Sharpe Ratio (2.45 vs -0.19), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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